HKprocess (version 0.1-1)

MannKendallLTP: Mann-Kendall trend test under the scaling hypothesis.

Description

The function MannKendallLTP applies the Mann-Kendall test under the scaling hypothesis for the data (Hamed 2008).

Usage

MannKendallLTP(data)

Value

A list with three components.

Mann_Kendall

Kendall's tau statistic, score, variance of score, Sen's slope, denominator D where tau=S/D and p-value for the Mann-Kendall test

Significance_of_H

H estimate (eq.21, Hamed 2008) of the modified variables and p-value

Mann_Kendall_LTP

Variance of score (p.356, Hamed 2008) and p-value for the Mann-Kendall test under the scaling hypothesis

Arguments

data

time series data

Author

Hristos Tyralis

References

Hamed KH (2008) Trend detection in hydrologic data: The Mann-Kendall trend test under the scaling hypothesis. Journal of Hydrology 349(3--4):350--363. tools:::Rd_expr_doi("10.1016/j.jhydrol.2007.11.009").

Hipel KW, McLeod AI (1994) Time series modelling of water resources and environmental systems. Amsterdam: Elsevier.

Tyralis H, Koutsoyiannis D (2011) Simultaneous estimation of the parameters of the Hurst-Kolmogorov stochastic process. Stochastic Environmental Research & Risk Assessment 25(1):21--33. tools:::Rd_expr_doi("10.1007/s00477-010-0408-x").

Examples

# Modified Mann-Kendall test for the Nile time series.

MannKendallLTP(Nile)